Is there a dark side to exchange traded funds? An information perspective

Author:

Israeli Doron,Lee Charles M. C.,Sridharan Suhas A.

Publisher

Springer Science and Business Media LLC

Subject

General Business, Management and Accounting,Accounting

Reference62 articles.

1. Admati, A. R. (1985). A noisy rational expectations equilibrium for multi-asset securities markets. Econometrica, 53, 629–657.

2. Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5, 31–56.

3. Barth, M. E., Kasznik, R., & McNichols, M. (2001). Analyst coverage and intangible assets. Journal of Accounting Research, 39, 1–34.

4. Ben-David, I., Franzoni, F., & Moussawi, R. (2015). Do ETFs increase volatility? Working Paper: Ohio State University.

5. Bhattacharya, A., & O’Hara, M. (2016). Can ETFs increase market fragility? Effect of information linkages on ETF markets. Working paper: Cornell University.

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